Multivariate Time Series Analysis With R and Financial Applications

Name: Multivariate Time Series Analysis With R and Financial Applications
Price: 119.82 USD
Availability: InStock
ISBN: 9781118617908

ISBN-10: 1118617908

ISBN-13: 9781118617908

Edition: 2014

Authors: Ruey S. Tsay

List price: $256.95

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Description:

Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex…

Book details

List price: $256.95
Copyright year: 2014
Publisher: John Wiley & Sons, Limited
Publication date: 11/27/2013
Binding: Hardcover
Pages: 520
Size: 6.30" wide x 9.30" long x 1.30" tall
Weight: 2.134